As stated, when I install a vehicle the sirens will not turn on by pressing E. Instead, to turn the on you have to hold the R key the whole time. Pressing E simply just applies the horn. Alternatively, pressing J turns on the lights still, but no sirens. I have installed the vehicles correctly a few times over to make sure it is indeed correct. Not sure if something can be done in settings, which I am not sure how to access for the sirens and vehicle.
Thanks to all